全品种价差日报-20251015

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Summary by Categories Ferrous Metals - Silicon Manganese (SM601): Spot price 5920, futures price 5738, basis 182, basis rate 3.17%, historical quantile 57.80% [1] - Rebar (RB2601): Spot price 3210, futures price 3061, basis 149, basis rate 4.87%, historical quantile 63.30% [1] - Hot - Rolled Coil (HC2601): Spot price 3290, futures price 3241, basis 49, basis rate 1.51%, historical quantile 39.50% [1] - Iron Ore (I2601): Spot price 835, futures price 782, basis 53, basis rate 6.80%, historical quantile 44.50% [1] - Coke (J2601): Spot price 1603, futures price 1655, basis - 52, basis rate - 3.14%, historical quantile 36.11% [1] - Coking Coal (JM2601): Spot price 1206, futures price 1154, basis 53, basis rate 4.55%, historical quantile 37.30% [1] Non - Ferrous Metals - Copper (CU2511): Spot price 85990, futures price 84410, basis 1580, basis rate 1.87%, historical quantile 99.79% [1] - Aluminum (AL2511): Spot price 20900, futures price 20860, basis 40, basis rate 0.19%, historical quantile 67.91% [1] - Alumina (AO2601): Spot price 2953, futures price 2805, basis 148, basis rate 5.26%, historical quantile 67.84% [1] - Zinc (ZN2511): Spot price 22140, futures price 22220, basis - 80, basis rate - 0.36%, historical quantile 38.54% [1] - Tin (SN2511): Spot price 282000, futures price 280430, basis 1570, basis rate 0.56%, historical quantile 85.41% [1] - Nickel (NI251): Spot price 121250, futures price 120830, basis 420, basis rate 0.39%, historical quantile 78.95% [1] - Stainless Steel (SS2512): Spot price 13120, futures price 12565, basis rate 4.42%, historical quantile 93.77% [1] - Lithium Carbonate (LC2511): Spot price 73000, futures price 72680, basis 320, basis rate 0.44%, historical quantile 61.01% [1] - Industrial Silicon (SI2511): Spot price 9400, futures price 8520, basis 880, basis rate 10.33%, historical quantile 59.71% [1] Precious Metals - Gold (AU2512): Spot price 940.0, futures price 939.0, basis 1.0, basis rate 0.10%, historical quantile 99.10% [1] - Silver (AG2512): Spot price 11530.0, futures price 11533.0, basis - 3.0, basis rate - 0.03%, historical quantile 80.40% [1] Agricultural Products - Soybean Meal (M2601): Spot price 2900, futures price 2902.0, basis - 2.0, basis rate - 0.07%, historical quantile 34.20% [1] - Soybean Oil (Y2601): Spot price 8380, futures price 8240.0, basis 140.0, basis rate 1.70%, historical quantile 28.00% [1] - Palm Oil (P2601): Spot price 9250, futures price 9330.0, basis - 80.0, basis rate - 0.85%, historical quantile 6.50% [1] - Rapeseed Meal (RM601): Spot price 2490, futures price 2348.0, basis 142.0, basis rate 6.05%, historical quantile 71.40% [1] - Rapeseed Oil (OI601): Spot price 10260, futures price 0.6566, basis 301.0, basis rate 3.02%, historical quantile 80.20% [1] - Corn (C2511): Spot price 2130, futures price 2093.0, basis 37.0, basis rate 1.77%, historical quantile 59.00% [1] - Corn Starch (CS251): Spot price 2550, futures price 2385.0, basis 165.0, basis rate 6.92%, historical quantile 79.20% [1] - Live Hogs (LH2511): Spot price 11000, futures price 11450.0, basis - 450.0, basis rate - 3.93%, historical quantile 30.30% [1] - Eggs (JD2511): Spot price 2780, futures price 2852.0, basis - 72.0, basis rate - 2.52%, historical quantile 28.50% [1] - Cotton (CF601): Spot price 14598, futures price 13265.0, basis 1333.0, basis rate 10.05%, historical quantile 88.30% [1] - Sugar (SR601): Spot price 5850, futures price 5397.0, basis 453.0, basis rate 8.39%, historical quantile 81.70% [1] - Apples (AP601): Spot price 8600, futures price 8664.0, basis - 64.0, basis rate - 0.74%, historical quantile 15.30% [1] - Jujubes (CJ601): Spot price 9500, futures price 11110.0, basis - 1610.0, basis rate - 14.49%, historical quantile 29.60% [1] Energy and Chemicals - Para - Xylene (PX601): Spot price 6412.0, futures price 6338.0, basis 74.0, basis rate - 1.69%, historical quantile 12.50% [1] - PTA (TA601): Spot price 4365.0, futures price 4440.0, basis - 75.0, basis rate - 2.03%, historical quantile 20.00% [1] - Ethylene Glycol (EG2601): Spot price 4130.0, futures price 4061.0, basis 69.0, basis rate 1.03%, historical quantile 75.30% [1] - Polyester Staple Fiber (PF512): Spot price 6320.0, futures price 6060.0, basis 260.0, basis rate 2.19%, historical quantile 74.00% [1] - Styrene (EB2511): Spot price 6585.0, futures price 6544.0, basis 41.0, basis rate 4.57%, historical quantile 75.10% [1] - Methanol (MA601): Spot price 2285.0, futures price 2274.0, basis 11.0, basis rate 0.97%, historical quantile 53.80% [1] - Urea (UR601): Spot price 1550.0, futures price 1597.0, basis - 47.0, basis rate - 2.25%, historical quantile 5.40% [1] - LLDPE (L2601): Spot price 7035.0, futures price 6918.0, basis 117.0, basis rate 1.85%, historical quantile 56.60% [1] - PP (PP2601): Spot price 6625.0, futures price 6602.0, basis 23.0, basis rate 1.36%, historical quantile 47.90% [1] - PVC (V2601): Spot price 4580.0, futures price 4692.0, basis - 112.0, basis rate - 3.77%, historical quantile 32.30% [1] - Caustic Soda (SH601): Spot price 2593.8, futures price 2428.0, basis 165.8, basis rate 5.22%, historical quantile 70.80% [1] - LPG (PG2511): Spot price 4498.0, futures price 4137.0, basis 361.0, basis rate 6.33%, historical quantile 47.60% [1] - Asphalt (BU2511): Spot price 3460.0, futures price 3290.0, basis 170.0, basis rate 10.94%, historical quantile 93.30% [1] - Butadiene Rubber (BR2511): Spot price 11200.0, futures price 10780.0, basis 420.0, basis rate 2.78%, historical quantile 61.20% [1] - Glass (FG601): Spot price 1096.0, futures price 1138.0, basis - 42.0, basis rate - 3.83%, historical quantile 60.29% [1] - Soda Ash (SA601): Spot price 1164.0, futures price 1234.0, basis - 70.0, basis rate - 6.01%, historical quantile 15.75% [1] - Natural Rubber (RU2601): Spot price 14250.0, futures price 14845.0, basis - 595.0, basis rate - 4.18%, historical quantile 66.38% [1] Financial Futures - IF2512.CFE: Spot price 4539.1, futures price 4507.2, basis - 31.9, basis rate - 0.71%, historical quantile 11.50% [1] - IH2512.CFE: Spot price 2961.1, futures price 2958.4, basis - 2.7, basis rate - 0.09%, historical quantile 42.80% [1] - IC2512.CFE: Spot price 7194.9, futures price 7010.0, basis - 184.9, basis rate - 2.64%, historical quantile 0.10% [1] - IM2512.CFE: Spot price 7373.2, futures price 7145.8, basis - 227.4, basis rate - 3.18%, historical quantile 1.50% [1] - 2 - Year Treasury Bond (TS2512): Futures price 102.39, basis - 0.03, basis rate - 0.03%, historical quantile 16.80% [1] - 5 - Year Treasury Bond (TF2512): Spot price 99.40, futures price 105.77, basis - 0.07, basis rate - 0.07%, historical quantile 18.10% [1] - 10 - Year Treasury Bond (T2512): Spot price 105.69, futures price 108.19, basis 0.12, basis rate 0.12%, historical quantile 31.10% [1] - 30 - Year Treasury Bond (TL2512): Spot price 129.31, futures price 114.74, basis - 0.01, basis rate - 0.01%, historical quantile 3.00% [1] Other Metals - Silicon Iron (SF511): Spot price 5528, futures price 5378, basis 150, basis rate 2.79%, historical quantile 76.60% [4]